Question: Consider a bond with maturity 4 year, 100 face value, coupon 5%, and yield 5%. Compute a dollar duration numerically using a dy =0.001%. Report

Consider a bond with maturity 4 year, 100 face value, coupon 5%, and yield 5%. Compute a dollar duration numerically using a dy =0.001%. Report you result rounded to the closest integer.

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